Asymptotic Normality for Non-linear Functionals of Non-causal Linear Processes with Summable Weights
β Scribed by Tsung-Lin Cheng; Hwai-Chung Ho
- Book ID
- 106436697
- Publisher
- Springer US
- Year
- 2005
- Tongue
- English
- Weight
- 140 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0894-9840
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π SIMILAR VOLUMES
The derivation of the asymptotic normality LSE's under univariate non-linear regression models is presented based on the weak convergence of the natural random ΓΏeld generated by the sum of squared residuals. Some examples, showing that neglecting the condition of uniform convergence leads to serious
## R&urn& We study the asymptotic behaviour of several non-linear functionals of the empirical bridge and obtain some applications to G-deviation in density estimation and to Kullback deviation convergence. 0 AcadtZmie des Sciences/Elsevier, Paris